CME Euro FX (E) Future December 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
1.2920 |
1.2900 |
-0.0020 |
-0.2% |
1.2600 |
| High |
1.3000 |
1.2984 |
-0.0016 |
-0.1% |
1.3000 |
| Low |
1.2891 |
1.2870 |
-0.0021 |
-0.2% |
1.2531 |
| Close |
1.2939 |
1.2953 |
0.0014 |
0.1% |
1.2939 |
| Range |
0.0109 |
0.0114 |
0.0005 |
4.6% |
0.0469 |
| ATR |
0.0142 |
0.0140 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
1,081 |
1,358 |
277 |
25.6% |
2,422 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3278 |
1.3229 |
1.3016 |
|
| R3 |
1.3164 |
1.3115 |
1.2984 |
|
| R2 |
1.3050 |
1.3050 |
1.2974 |
|
| R1 |
1.3001 |
1.3001 |
1.2963 |
1.3026 |
| PP |
1.2936 |
1.2936 |
1.2936 |
1.2948 |
| S1 |
1.2887 |
1.2887 |
1.2943 |
1.2912 |
| S2 |
1.2822 |
1.2822 |
1.2932 |
|
| S3 |
1.2708 |
1.2773 |
1.2922 |
|
| S4 |
1.2594 |
1.2659 |
1.2890 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4230 |
1.4054 |
1.3197 |
|
| R3 |
1.3761 |
1.3585 |
1.3068 |
|
| R2 |
1.3292 |
1.3292 |
1.3025 |
|
| R1 |
1.3116 |
1.3116 |
1.2982 |
1.3204 |
| PP |
1.2823 |
1.2823 |
1.2823 |
1.2868 |
| S1 |
1.2647 |
1.2647 |
1.2896 |
1.2735 |
| S2 |
1.2354 |
1.2354 |
1.2853 |
|
| S3 |
1.1885 |
1.2178 |
1.2810 |
|
| S4 |
1.1416 |
1.1709 |
1.2681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3000 |
1.2531 |
0.0469 |
3.6% |
0.0155 |
1.2% |
90% |
False |
False |
719 |
| 10 |
1.3000 |
1.2490 |
0.0510 |
3.9% |
0.0128 |
1.0% |
91% |
False |
False |
527 |
| 20 |
1.3000 |
1.2170 |
0.0830 |
6.4% |
0.0136 |
1.0% |
94% |
False |
False |
366 |
| 40 |
1.3000 |
1.1922 |
0.1078 |
8.3% |
0.0126 |
1.0% |
96% |
False |
False |
223 |
| 60 |
1.3386 |
1.1922 |
0.1464 |
11.3% |
0.0124 |
1.0% |
70% |
False |
False |
160 |
| 80 |
1.3625 |
1.1922 |
0.1703 |
13.1% |
0.0097 |
0.7% |
61% |
False |
False |
121 |
| 100 |
1.3765 |
1.1922 |
0.1843 |
14.2% |
0.0079 |
0.6% |
56% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3469 |
|
2.618 |
1.3282 |
|
1.618 |
1.3168 |
|
1.000 |
1.3098 |
|
0.618 |
1.3054 |
|
HIGH |
1.2984 |
|
0.618 |
1.2940 |
|
0.500 |
1.2927 |
|
0.382 |
1.2914 |
|
LOW |
1.2870 |
|
0.618 |
1.2800 |
|
1.000 |
1.2756 |
|
1.618 |
1.2686 |
|
2.618 |
1.2572 |
|
4.250 |
1.2386 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.2944 |
1.2921 |
| PP |
1.2936 |
1.2890 |
| S1 |
1.2927 |
1.2858 |
|